Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples

Working paper

Claes M. Cassel and Peter Lundquist

SSE/EFI Working Paper Series in Economics and Finance, 38, Stockholm School of Economics (SSE)

1994

Abstract

microbased time series analysis

superpopulation model

sampling error

autocorrelation function

optimal prediction

C32

C42

Using a microbased superpopulation approach some aspects of optimal prediction of aggregated AR(1) processes are studied.

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Title: Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples
Creators: Claes M. Cassel - Stockholm School of Economics, {Historical} Department of Economic Statistics
Peter Lundquist
Publication Details: 38
Series: SSE/EFI Working Paper Series in Economics and Finance; 38
Publisher: Stockholm School of Economics (SSE); Stcokholm, Sweden
Number of pages: 22
Academic Unit: {Historical} Department of Economic Statistics
Language: English
Resource Type: Working paper